-6.4%
SBUX vs ZETA
+352.7%
-359.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -6.2% | -6.5% | +0.3% | -5.6% |
| 30D | -6.4% | +4.8% | -11.3% | -7.0% |
| 3M | +1.0% | +53.3% | -52.3% | -3.9% |
| 6M | -0.4% | +66.8% | -67.2% | -6.9% |
| YTD | +20.0% | +50.2% | -30.2% | +12.9% |
| 1Y | +22.8% | +62.0% | -39.3% | +13.9% |
| 3Y | +12.3% | +276.4% | -264.1% | -11.9% |
| 5Y | -6.4% | +341.6% | -348.0% | -29.2% |
| All | -6.4% | +352.7% | -359.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling